-31.2%
MOS vs EIX
+19.1%
-50.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +19.7% | +0.7% | +18.9% | +19.5% |
| 30D | +21.5% | +8.8% | +12.8% | +19.4% |
| 3M | -0.4% | -10.9% | +10.5% | +0.7% |
| 6M | +4.5% | -10.3% | +14.8% | +5.4% |
| YTD | -2.9% | +5.8% | -8.7% | -7.1% |
| 1Y | -7.7% | +11.4% | -19.1% | -13.0% |
| 3Y | -25.6% | +11.1% | -36.7% | -32.8% |
| 5Y | -31.2% | +18.5% | -49.6% | -43.8% |
| All | -31.2% | +19.1% | -50.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling